Pricing Factors and Causal Networks for US Industry Portfolios.
- Published in:
- Journal of Portfolio Management, 2025, v. 51, n. 3, p. 159, doi. 10.3905/jpm.2024.1.648
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- Publication type:
- Article
Works matching IS 00954918 AND DT 2025 AND VI 51 AND IP 3
Results: 10
1
2
Do the Fama–French Factors Proxy Geopolitical Risks?
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- Journal of Portfolio Management, 2025, v. 51, n. 3, p. 131, doi. 10.3905/jpm.2024.1.656
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- Publication type:
- Article
3
Dissecting the Value Premium: A Novel Market-to-Book Decomposition.
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- Journal of Portfolio Management, 2025, v. 51, n. 3, p. 100, doi. 10.3905/jpm.2024.1.651
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- Publication type:
- Article
4
Leveraging the Low-Volatility Effect.
- Published in:
- Journal of Portfolio Management, 2025, v. 51, n. 3, p. 86, doi. 10.3905/jpm.2024.1.659
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- Publication type:
- Article
5
Combining Value, Profitability, and Momentum: The Details Matter.
- Published in:
- Journal of Portfolio Management, 2025, v. 51, n. 3, p. 73, doi. 10.3905/jpm.2024.1.647
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- Publication type:
- Article
6
Dynamic Factor Allocation Leveraging Regime-Switching Signals.
- Published in:
- Journal of Portfolio Management, 2025, v. 51, n. 3, p. 50, doi. 10.3905/jpm.2024.1.649
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- Publication type:
- Article
7
Factor Investing and Firm Life Cycle: A Contextual Approach.
- Published in:
- Journal of Portfolio Management, 2025, v. 51, n. 3, p. 33, doi. 10.3905/jpm.2024.1.652
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- Publication type:
- Article
8
From Style to Sectional Factors: A New Framework for Systematic Investing.
- Published in:
- Journal of Portfolio Management, 2025, v. 51, n. 3, p. 22, doi. 10.3905/jpm.2024.1.666
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- Publication type:
- Article
9
How Misunderstanding Factor Models Set Unreasonable Expectations for Smart Beta.
- Published in:
- Journal of Portfolio Management, 2025, v. 51, n. 3, p. 10, doi. 10.3905/jpm.2024.1.640
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- Publication type:
- Article
10
Editor's Introduction for the 2025 Special Issue on Factor-Based Investing.
- Published in:
- Journal of Portfolio Management, 2025, v. 51, n. 3, p. 1, doi. 10.3905/jpm.2024.1.668
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- Publication type:
- Article